ALTDEV DURING APCH CAUSED IN PART BY WRONG ALTIMETER SETTING.

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FLYING THE KOKSY 1A ARR INTO BRU; WE WERE DEVIATING AROUND BUILDUPS VISUALLY BTWN KERKY AND BRUNO AS APCH GAVE US DSCNT TO AN ALT; I BELIEVE 4000 FT; AND ALTIMETER '995.' I READ BACK '2995' AND SHE DID NOT CORRECT ME. I FELT UNCOMFORTABLE; SO I PICKED UP THE PAPER WITH THE ATIS ON IT AND NOTED 995. SOMEHOW; I STILL DID NOT RELATE THAT THE SETTING WAS HECTO PASCALS. WE ACCEPTED A TURN DOWNWIND; FOLLOWED BY A TURN TO '220 DEGS; DSND TO 2000 FT; CLRED FOR ILS RWY 25L.' ON THE INTERCEPT LEG I NOTICED THAT THE LEG FROM FINAL APCH TO THE RWY WAS NOT SHOWING ON THE HSI; SO I LOADED IT INTO THE COMPUTER. WHEN I LOOKED UP A FEW SECONDS LATER I DISCOVERED WE WERE FLYING PARALLEL TO FINAL AND HAD DSNDED BELOW 2000 FT; ALTHOUGH WE WERE NOT ON EITHER THE GS OR LOC. I ASKED THE COPLT; WHO WAS HAND FLYING; TO STOP THE DSCNT JUST AS THE APCH CTLR TOLD US WE WERE LOW AND 1/2 MI N OF THE LOC. SHE GAVE US AN INTERCEPT HDG AND TOLD US TO MAINTAIN 1500 FT AND THAT WE WOULD INTERCEPT IN THE VICINITY OF THE LOM. SHE ALSO GAVE US THE ALTIMETER SETTING ONCE MORE AS '995' AS WE TURNED TO INTERCEPT WE SAW THE RWY APPROX 4 MI AHEAD. OUR ALT SAGGED A LITTLE AT THIS TIME TO ABOUT 1400 FT INDICATED AND I XCHKED THE RADIO ALTIMETER WHICH SHOWED 800 FT. WE INTERCEPTED THE GS AT APPROX 1400 FT INDICATED AND MADE A NORMAL LNDG. I BELIEVE THIS PROB AROSE PRIMARILY AS A RESULT OF FATIGUE WITH BOTH PLTS AND A SERIES OF ERRORS THAT WERE LINKING UP IN A DANGEROUS PATTERN. I BELIEVE THE ALTIMETER ERROR COULD HAVE BEEN PREVENTED IF THE CTLR HAD USED 4 DIGITS FOR THE SETTING; AS '0995.' IN THE US CTLRS; AND PLTS; OFTEN DROP THE '2' IN FRONT OF SETTING; SAYING '995' INSTEAD OF '2995;' THIS CAUSED US TO BE RECEPTIVE TO 995 BEING AN INCHES SETTING RATHER THAN HECTO PASCALS. IN ADDITION; I EXPECT TO BE MORE ALERT TO COPLTS; EVEN THOUGH HIGHLY EXPERIENCED; BEING AFFECTED BY FATIGUE.